Citi Call 17.5 IFX 16.12.2021/  DE000KA1ZX62  /

EUWAX
4/14/2021  8:25:56 AM Chg.- Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
18.12EUR - 17.89
Bid Size: 1,000
18.09
Ask Size: 1,000
INFINEON TECH.AG NA ... 17.50 - 12/16/2021 Call

Master data

WKN: KA1ZX6
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 17.50 -
Maturity: 12/16/2021
Issue date: 7/12/2019
Last trading day: 4/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.75
Leverage: Yes

Calculated values

Fair value: 14.23
Intrinsic value: 14.23
Implied volatility: 1.76
Historic volatility: 0.37
Parity: 14.23
Time value: 3.86
Break-even: 35.59
Moneyness: 1.81
Premium: 0.12
Premium p.a.: 0.20
Spread abs.: 0.20
Spread %: 1.11%
Delta: 0.81
Theta: -0.01
Omega: 1.42
Rho: 0.05
 

Quote data

Open: 18.12
High: 18.12
Low: 18.12
Previous Close: 17.82
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.16%
3 Months  
+10.96%
YTD  
+27.61%
1 Year  
+494.10%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 19.73 17.82
6M High / 6M Low: 19.73 9.47
High (YTD): 4/6/2021 19.73
Low (YTD): 1/4/2021 14.41
52W High: 4/6/2021 19.73
52W Low: 5/6/2020 3.05
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   18.65
Avg. volume 1M:   0.00
Avg. price 6M:   15.27
Avg. volume 6M:   3.70
Avg. price 1Y:   10.61
Avg. volume 1Y:   1.67
Volatility 1M:   30.82%
Volatility 6M:   67.79%
Volatility 1Y:   89.77%
Volatility 3Y:   -